+34.5%
CORZ vs CRS
+85.3%
-50.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +6.1% |
| 7D | +16.6% | -3.1% | +19.6% | +17.8% |
| 30D | -10.9% | -19.6% | +8.8% | -2.8% |
| 3M | -31.0% | -8.1% | -22.9% | -28.0% |
| 6M | +26.0% | +18.6% | +7.5% | +20.8% |
| YTD | +28.6% | +45.9% | -17.2% | +18.4% |
| 1Y | +34.5% | +82.5% | -48.0% | +22.6% |
| All | +34.5% | +85.3% | -50.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling